+57.3%
CL vs SPMO
+526.3%
-469.0%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.4% |
| 7D | -2.3% | +2.7% | -5.0% | -3.0% |
| 30D | -5.5% | +1.1% | -6.6% | -5.9% |
| 3M | +0.8% | +2.0% | -1.2% | -0.7% |
| 6M | -4.2% | +26.5% | -30.7% | -12.5% |
| YTD | +13.4% | +26.5% | -13.1% | +3.4% |
| 1Y | +7.1% | +27.9% | -20.9% | -3.1% |
| 3Y | +29.0% | +160.4% | -131.4% | -15.7% |
| 5Y | +28.3% | +151.5% | -123.2% | -15.7% |
| 10Y | +57.3% | +526.3% | -469.0% | -27.7% |
| All | +57.3% | +526.3% | -469.0% | -27.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPMO.
Daily Out/Under-Performance
Portfolio return minus SPMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPMO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded SPMO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling